Preheat oven to 400. Line a baking sheet with parchment paper.
Place butternut squash onto prepared baking sheet. Add 2 tablespoons olive oil, salt and pepper, to taste, and gently toss to combine. Place into oven and roast until softened and cooked through, about 40 minutes. Let cool 5 minutes before pureeing in a blender until smooth.

Heat remaining 1 tablespoon olive oil in a large stockpot or Dutch oven over medium heat. Add garlic and sage and cook, stirring frequently, until fragrant, about 1-2 minutes. Add chicken broth and 1/2 teaspoon salt and bring to a boil; reduce heat and simmer for 5 minutes. Remove from heat and stir in milk and Greek yogurt.

Puree with an immersion blender; season with salt and pepper to taste.